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Joydeep Biswas
7d2e4152ec
1. Add CUDADenseQR & tests. CUDADenseQR uses the cuSolverDN LAPACK implementation of QR factorization. A key limitation, however, is that this solver does not perform singularity checking -- this is because cuSolverDN does not have a trtrs implementation; we instead use cuBLAS' trsv for backsubstitution. 2. All CPU -> GPU memory transfers are now async, and both CUDADenseQR and CUDADenseCholesky explicitly manage their own streams for async operations. 3. Simplified CUDADenseCholesky to only use the legacy 32-bit cuSolverDN API. Change-Id: I2a9b7b65469658ddfe33b5b2a3892c8744d6e437
Ceres Solver
Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.
- Non-linear Least Squares problems with bounds constraints.
- General unconstrained optimization problems.
Please see ceres-solver.org for more information.